+647.3%
GE vs NET
+1,449.6%
-802.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.3% |
| 7D | -1.6% | -7.0% | +5.4% | -0.9% |
| 30D | -11.6% | -4.8% | -6.8% | -11.3% |
| 3M | +3.0% | +3.8% | -0.8% | +2.2% |
| 6M | -0.5% | +50.0% | -50.6% | -6.1% |
| YTD | +9.7% | +41.5% | -31.7% | +3.8% |
| 1Y | +20.0% | +32.8% | -12.8% | +14.1% |
| 3Y | +275.8% | +335.9% | -60.0% | +213.0% |
| 5Y | +429.1% | +113.8% | +315.2% | +335.1% |
| All | +647.3% | +1,449.6% | -802.3% | +391.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling